The following pages link to Paul Damien (Q515133):
Displaying 32 items.
- Bayesian mode regression using mixtures of triangular densities (Q515134) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- (Q893969) (redirect page) (← links)
- A note on the e-a histogram (Q893970) (← links)
- A Bayesian bivariate failure time regression model. (Q1274150) (← links)
- Bayesian failure-rate modeling and preventive maintenance optimization (Q1683150) (← links)
- On a transform for modeling skewness (Q2233664) (← links)
- Prior distributions on symmetric groups (Q2260072) (← links)
- Bayesian shape analysis of the complex Bingham distribution (Q2448813) (← links)
- Decision dependent stochastic processes (Q2514775) (← links)
- Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
- Predictive Macro-Finance With Dynamic Partition Models (Q3095159) (← links)
- Computations via Auxiliary Random Functions for Survival Models (Q3411070) (← links)
- Sampling Some Truncated Distributions Via Rejection Algorithms (Q3589992) (← links)
- (Q4217247) (← links)
- (Q4217249) (← links)
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables (Q4237753) (← links)
- Bayesian Nonparametric Inference for Random Distributions and Related Functions (Q4266833) (← links)
- A full bayesian analysis of circular data using the von mises distribution (Q4267410) (← links)
- Bayesian estimation of unimodal distributions (Q4337332) (← links)
- A Bayesian Non‐parametric Comparison of Two Treatments (Q4416160) (← links)
- Miscellanea. Representations of Levy processes without Gaussian components (Q4506040) (← links)
- Conjugacy Class Prior Distributions on Metric-Based Ranking Models (Q4665892) (← links)
- A Full Bayesian Non‐parametric Analysis Involving a Neutral to the Right Process (Q4702168) (← links)
- (Q4845391) (← links)
- (Q4893032) (← links)
- Characterizations, stochastic equations, and the Gibbs sampler (Q4944545) (← links)
- (Q4969063) (← links)
- Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling (Q5036399) (← links)
- Bayesian estimation of electricity price risk with a multi-factor mixture of densities (Q5092665) (← links)
- A new class of Bayesian semi-parametric models with applications to option pricing (Q5397432) (← links)
- On Priors With a Kullback–Leibler Property (Q5754741) (← links)
